+414.0%
TTD vs NTAP
+574.6%
-160.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.6% | -4.8% | -4.1% |
| 7D | +20.8% | +9.9% | +10.9% | +15.1% |
| 30D | +27.1% | -22.1% | +49.3% | +43.8% |
| 3M | +14.7% | -7.7% | +22.4% | +16.8% |
| 6M | -26.8% | +60.9% | -87.8% | -47.5% |
| YTD | -59.2% | +76.4% | -135.7% | -72.6% |
| 1Y | -64.7% | +69.3% | -134.0% | -75.7% |
| 3Y | -75.8% | +154.6% | -230.5% | -87.8% |
| 5Y | -84.6% | +131.4% | -216.0% | -91.7% |
| 10Y | +507.9% | +600.9% | -93.0% | +86.5% |
| All | +414.0% | +574.6% | -160.7% | +81.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded NTAP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling